CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 08-Dec-2015

Day Change Summary
	Previous	Current
	07-Dec-2015	08-Dec-2015	Change	Change %	Previous Week
Open	0.8118	0.8104	-0.0014	-0.2%	0.8146
High	0.8121	0.8149	0.0029	0.4%	0.8178
Low	0.8099	0.8104	0.0005	0.1%	0.8086
Close	0.8110	0.8127	0.0017	0.2%	0.8118
Range	0.0022	0.0045	0.0024	109.3%	0.0092
ATR	0.0050	0.0050	0.0000	-0.7%	0.0000
Volume	110,600	117,383	6,783	6.1%	690,451

Daily Pivots for day following 08-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8262	0.8239	0.8151
R3	0.8217	0.8194	0.8139
R2	0.8172	0.8172	0.8135
R1	0.8149	0.8149	0.8131	0.8160
PP	0.8127	0.8127	0.8127	0.8132
S1	0.8104	0.8104	0.8122	0.8115
S2	0.8082	0.8082	0.8118
S3	0.8037	0.8059	0.8114
S4	0.7992	0.8014	0.8102

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8403	0.8353	0.8169
R3	0.8311	0.8261	0.8143
R2	0.8219	0.8219	0.8135
R1	0.8169	0.8169	0.8126	0.8148
PP	0.8127	0.8127	0.8127	0.8117
S1	0.8077	0.8077	0.8110	0.8056
S2	0.8035	0.8035	0.8101
S3	0.7943	0.7985	0.8093
S4	0.7851	0.7893	0.8067

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8178	0.8086	0.0092	1.1%	0.0054	0.7%	44%	False	False	143,166
10	0.8181	0.8086	0.0095	1.2%	0.0048	0.6%	43%	False	False	120,897
20	0.8184	0.8081	0.0103	1.3%	0.0043	0.5%	44%	False	False	113,345
40	0.8475	0.8081	0.0394	4.8%	0.0052	0.6%	12%	False	False	121,982
60	0.8475	0.8081	0.0394	4.8%	0.0055	0.7%	12%	False	False	129,640
80	0.8604	0.8044	0.0560	6.9%	0.0065	0.8%	15%	False	False	104,404
100	0.8604	0.7997	0.0607	7.5%	0.0060	0.7%	21%	False	False	83,599
120	0.8604	0.7997	0.0607	7.5%	0.0058	0.7%	21%	False	False	69,698

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8340
2.618	0.8267
1.618	0.8222
1.000	0.8194
0.618	0.8177
HIGH	0.8149
0.618	0.8132
0.500	0.8127
0.382	0.8121
LOW	0.8104
0.618	0.8076
1.000	0.8059
1.618	0.8031
2.618	0.7986
4.250	0.7913

Fisher Pivots for day following 08-Dec-2015
Pivot	1 day	3 day
R1	0.8127	0.8132
PP	0.8127	0.8130
S1	0.8127	0.8128

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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